RYJSX vs. RYTNX
RYJSX (Rydex Japan 2x Strategy Fund) and RYTNX (Rydex S&P 500 2x Strategy Fund) are both Leveraged Equities funds from Rydex Funds. Over the past 10 years, RYJSX returned 12.76%/yr vs 21.48%/yr for RYTNX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. RYJSX charges 1.49%/yr vs 1.82%/yr for RYTNX.
Performance
RYJSX vs. RYTNX - Performance Comparison
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Returns By Period
In the year-to-date period, RYJSX achieves a 39.60% return, which is significantly higher than RYTNX's 13.96% return. Over the past 10 years, RYJSX has underperformed RYTNX with an annualized return of 12.76%, while RYTNX has yielded a comparatively higher 21.48% annualized return.
RYJSX
- 1D
- 12.98%
- 1M
- -12.22%
- 6M
- 22.28%
- YTD
- 39.60%
- 1Y
- 88.97%
- 3Y*
- 28.28%
- 5Y*
- 10.31%
- 10Y*
- 12.76%
- ALL TIME*
- 10.30%
RYTNX
- 1D
- 3.28%
- 1M
- -1.58%
- 6M
- 11.42%
- YTD
- 13.96%
- 1Y
- 33.89%
- 3Y*
- 28.59%
- 5Y*
- 15.31%
- 10Y*
- 21.48%
- ALL TIME*
- 9.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYJSX vs. RYTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJSX Rydex Japan 2x Strategy Fund | 39.60% | 50.73% | 1.56% | 34.36% | -42.66% | -14.17% | 40.76% | 38.61% | -21.92% | 50.94% |
RYTNX Rydex S&P 500 2x Strategy Fund | 13.96% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
Correlation
The correlation between RYJSX and RYTNX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.70 |
The correlation between RYJSX and RYTNX has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
RYJSX vs. RYTNX — Risk / Return Rank
RYJSX
RYTNX
RYJSX vs. RYTNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Japan 2x Strategy Fund (RYJSX) and Rydex S&P 500 2x Strategy Fund (RYTNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYJSX | RYTNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.56 | +1.19 |
| Martin ratioReturn relative to average drawdown | 7.78 | 6.24 | +1.54 |
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Drawdowns
RYJSX vs. RYTNX - Drawdown Comparison
The maximum RYJSX drawdown since its inception was -63.60%, smaller than the maximum RYTNX drawdown of -86.64%. Use the drawdown chart below to compare losses from any high point for RYJSX and RYTNX.
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Drawdown Indicators
| RYJSX | RYTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.60% | -86.64% | +23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -32.17% | -18.43% | -13.74% |
Max Drawdown (3Y)Largest decline over 3 years | -40.80% | -35.36% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -61.07% | -47.01% | -14.06% |
Max Drawdown (10Y)Largest decline over 10 years | -63.60% | -59.23% | -4.37% |
Current DrawdownCurrent decline from peak | -23.36% | -5.43% | -17.93% |
Average DrawdownAverage peak-to-trough decline | -20.80% | -28.39% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.35% | 4.59% | +6.76% |
Volatility
RYJSX vs. RYTNX - Volatility Comparison
Rydex Japan 2x Strategy Fund (RYJSX) has a higher volatility of 21.27% compared to Rydex S&P 500 2x Strategy Fund (RYTNX) at 6.88%. This indicates that RYJSX's price experiences larger fluctuations and is considered to be riskier than RYTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJSX | RYTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.27% | 6.88% | +14.39% |
Volatility (6M)Calculated over the trailing 6-month period | 48.86% | 20.17% | +28.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.25% | 25.67% | +31.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.75% | 33.98% | +8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.74% | 36.17% | +2.57% |
RYJSX vs. RYTNX - Expense Ratio Comparison
RYJSX has a 1.49% expense ratio, which is lower than RYTNX's 1.82% expense ratio.
Dividends
RYJSX vs. RYTNX - Dividend Comparison
RYJSX's dividend yield for the trailing twelve months is around 0.79%, less than RYTNX's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYJSX Rydex Japan 2x Strategy Fund | 0.79% | 1.11% | 4.50% | 5.86% | 0.00% | 0.00% | 0.52% | 0.85% | 0.48% | 3.24% | 0.00% | 0.00% |
RYTNX Rydex S&P 500 2x Strategy Fund | 4.20% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
Frequently Asked Questions
RYJSX and RYTNX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYJSX has higher volatility (21.27%) compared to RYTNX (6.88%). In terms of maximum drawdown, RYJSX dropped -63.60% vs RYTNX's -86.64%.
RYJSX currently has the higher Sharpe Ratio (1.55 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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